+494.6%
FERG vs STLD
+779.4%
-284.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.1% | +9.1% | +10.8% |
| 7D | +7.3% | -9.7% | +17.0% | +9.4% |
| 30D | +18.1% | -4.5% | +22.7% | +19.1% |
| 3M | +1.6% | -13.1% | +14.7% | +4.1% |
| 6M | +8.5% | -2.8% | +11.3% | +8.5% |
| YTD | +18.6% | +35.3% | -16.8% | +11.3% |
| 1Y | +5.7% | +51.4% | -45.7% | -2.7% |
| 3Y | +74.0% | +117.9% | -43.9% | +50.4% |
| 5Y | +83.9% | +272.6% | -188.7% | +50.4% |
| 10Y | +494.6% | +782.2% | -287.6% | +316.6% |
| All | +494.6% | +779.4% | -284.8% | +316.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling